Vanguard U.S. Momentum Factor ETF (VFMO)
VFMO is an actively managed ETF by Vanguard. VFMO launched on Feb 13, 2018 and has a 0.13% expense ratio.
ETF Info
| ISIN | US9219355081 |
|---|---|
| CUSIP | 921935508 |
| Issuer | Vanguard |
| Inception Date | Feb 13, 2018 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Growth |
Expense Ratio
The Vanguard U.S. Momentum Factor ETF features an expense ratio of 0.13%, falling within the medium range.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Vanguard U.S. Momentum Factor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Vanguard U.S. Momentum Factor ETF had a return of 9.27% year-to-date (YTD) and 30.54% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.27% | 6.33% |
| 1 month | -4.63% | -2.81% |
| 6 months | 34.58% | 21.13% |
| 1 year | 30.54% | 24.56% |
| 5 years (annualized) | 13.43% | 11.55% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.20% | 9.18% | 3.37% | |||||||||
| 2023 | -6.03% | -5.08% | 11.89% | 9.33% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Vanguard U.S. Momentum Factor ETF(VFMO)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard U.S. Momentum Factor ETF granted a 0.68% dividend yield in the last twelve months. The annual payout for that period amounted to $0.97 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.97 | $1.17 | $1.97 | $1.07 | $0.51 | $1.06 | $0.48 |
Dividend yield | 0.68% | 0.89% | 1.72% | 0.81% | 0.45% | 1.22% | 0.70% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard U.S. Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | |||||||||
| 2023 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.37 |
| 2022 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.56 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.50 |
| 2020 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.19 |
| 2019 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.36 |
| 2018 | $0.17 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard U.S. Momentum Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Vanguard U.S. Momentum Factor ETF was 36.77%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.
The current Vanguard U.S. Momentum Factor ETF drawdown is 5.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.77% | Feb 20, 2020 | 23 | Mar 23, 2020 | 90 | Jul 30, 2020 | 113 |
| -27.21% | Sep 5, 2018 | 77 | Dec 24, 2018 | 250 | Dec 20, 2019 | 327 |
| -25.8% | Nov 9, 2021 | 221 | Sep 26, 2022 | 340 | Feb 2, 2024 | 561 |
| -11.06% | Feb 16, 2021 | 13 | Mar 4, 2021 | 111 | Aug 11, 2021 | 124 |
| -9.98% | Oct 14, 2020 | 13 | Oct 30, 2020 | 16 | Nov 23, 2020 | 29 |
Volatility
Volatility Chart
The current Vanguard U.S. Momentum Factor ETF volatility is 5.45%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.